SURE Estimates for a Heteroscedastic Hierarchical Model
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Cites work
- A new class of generalized Bayes minimax ridge regression estimators
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- Admissible minimax estimation of a multivariate normal mean with arbitrary quadratic loss
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- An empirical Bayes mixture method for effect size and false discovery rate estimation
- Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
- Asymptotic optimality of \(C_ L\) and generalized cross-validation in ridge regression with application to spline smoothing
- Choice of hierarchical priors: Admissibility in estimation of normal means
- Estimation of the mean of a multivariate normal distribution
- From Stein's unbiased risk estimates to the method of generalized cross- validation
- General maximum likelihood empirical Bayes estimation of normal means
- Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences
- Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means
- Oracle inequalities for inverse problems
- Ordered linear smoothers
- Proper Bayes Minimax Estimators of the Multivariate Normal Mean
- The Estimation of Prediction Error
Cited in
(47)- Simultaneous estimation based on empirical likelihood and general maximum likelihood estimation
- Approximate nonparametric maximum likelihood for mixture models: a convex optimization approach to fitting arbitrary multivariate mixing distributions
- Risk estimators for choosing regularization parameters in ill-posed problems -- properties and limitations
- Automated data-driven selection of the hyperparameters for total-variation-based texture segmentation
- The Stein effect for Fréchet means
- Empirical estimates for heteroscedastic hierarchical dynamic normal models
- Poisson mean vector estimation with nonparametric maximum likelihood estimation and application to protein domain data
- On general maximum likelihood empirical Bayes estimation of heteroscedastic IID normal means
- Statistical theory powering data science
- On the nonparametric maximum likelihood estimator for Gaussian location mixture densities with application to Gaussian denoising
- Nonparametric empirical Bayes improvement of shrinkage estimators with applications to time series
- Improved minimax estimation of a multivariate normal mean under heteroscedasticity
- SURE estimates under dependence and heteroscedasticity
- Empirical Bayes estimates for a two-way cross-classified model
- Estimating the mean and variance of a high-dimensional normal distribution using a mixture prior
- Optimal shrinkage estimation of mean parameters in family of distributions with quadratic variance
- On Degrees of Freedom of Projection Estimators With Applications to Multivariate Nonparametric Regression
- scientific article; zbMATH DE number 1500164 (Why is no real title available?)
- On SURE estimates in hierarchical models assuming heteroscedasticity for both levels of a two-level normal hierarchical model
- Group-linear empirical Bayes estimates for a heteroscedastic normal mean
- SURE estimates for high dimensional classification
- A general framework for empirical Bayes estimation in discrete linear exponential family
- Admissibility of solution estimators for stochastic optimization
- Adaptive singular value shrinkage estimate for low rank tensor denoising
- Data transforming augmentation for heteroscedastic models
- Efficient empirical Bayes estimates for risk parameters of Pareto distributions
- Adaptive sparse estimation with side information
- Simultaneous estimation of normal means with side information
- Improved shrinkage prediction under a spiked covariance structure
- Excess optimism: how biased is the apparent error of an estimator tuned by SURE?
- Heteroscedasticity-Adjusted Ranking and Thresholding for Large-Scale Multiple Testing
- A Regression Modeling Approach to Structured Shrinkage Estimation
- Optimal shrinkage estimation of predictive densities under \(\alpha\)-divergences
- An Empirical Bayes Approach to Shrinkage Estimation on the Manifold of Symmetric Positive-Definite Matrices
- Empirical Bayes Mean Estimation With Nonparametric Errors Via Order Statistic Regression on Replicated Data
- Improved Small Domain Estimation via Compromise Regression Weights
- SURE-tuned bridge regression
- Robust empirical Bayes confidence intervals
- Combining observational and experimental datasets using shrinkage estimators
- Shrinkage methods for treatment choice
- Methods for combining observational and experimental causal estimates: a review
- Multivariate, heteroscedastic empirical Bayes via nonparametric maximum likelihood
- Large-scale multiple testing of composite null hypotheses under heteroskedasticity
- Stein estimator from a polar coordinate perspective
- Nonparametric empirical Bayes prediction in mixed models
- Empirical Bayes when estimation precision predicts parameters
- Optimal shrinkage estimation of fixed effects in linear panel data models
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